Adaptive Learning with Robust Generalization Guarantees


Rachel Cummings, Katrina Ligett, Kobbi Nissim, Aaron Roth, Zhiwei Steven Wu ;
29th Annual Conference on Learning Theory, PMLR 49:772-814, 2016.


The traditional notion of \emphgeneralization—i.e., learning a hypothesis whose empirical error is close to its true error—is surprisingly brittle. As has recently been noted [Dwork et al. 2015], even if several algorithms have this guarantee in isolation, the guarantee need not hold if the algorithms are composed adaptively. In this paper, we study three notions of generalization—increasing in strength—that are \emphrobust to postprocessing and amenable to adaptive composition, and examine the relationships between them. We call the weakest such notion \emphRobust Generalization. A second, intermediate, notion is the stability guarantee known as \emphdifferential privacy. The strongest guarantee we consider we call \emphPerfect Generalization. We prove that every hypothesis class that is PAC learnable is also PAC learnable in a robustly generalizing fashion, with almost the same sample complexity. It was previously known that differentially private algorithms satisfy robust generalization. In this paper, we show that robust generalization is a strictly weaker concept, and that there is a learning task that can be carried out subject to robust generalization guarantees, yet cannot be carried out subject to differential privacy. We also show that perfect generalization is a strictly stronger guarantee than differential privacy, but that, nevertheless, many learning tasks can be carried out subject to the guarantees of perfect generalization.

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